Multipolar robust optimization

We consider linear programs involving uncertain parameters and propose a new tractable robust counterpart which contains and generalizes several other models including the existing Affinely Adjustable Robust Counterpart and the Fully Adjustable Robust Counterpart. It consists in selecting a set of p...

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Bibliographic Details
Main Authors: Walid Ben-Ameur, Adam Ouorou, Guanglei Wang, Mateusz Żotkiewicz
Format: article
Language:EN
Published: Elsevier 2018
Subjects:
Online Access:https://doaj.org/article/db2a8344ac1b40e4ab2437a593d34689
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